Continue along the channel and around the corner to a small building with an RX Tech sign on it and black metal bars above.
Park the boat next to the snowy ledge on the right, jump out...
...and kill the cranky armed man.
Notice the padlock on the GATEHOUSE door. You'll return later with something to open it. There's also a metal gate on the other side of the channel. Doctor Willard and the end of the level lie beyond that gate. The goal of this next section is to open it. For now, go around behind the building.
In the water below the ice ledge on the right is a rocket. To get it without freezing to death, move around to the low end of the ledge, where it juts out over the water.
Face the rocket and step off the edge into the water.
Quickly swim down, grab the rocket, roll...
...and swim back to the ledge where you started, which is now above on the left.
Climb out quickly and warm up.
Now climb on top of the metal ledge set against the back of the GATEHOUSE. Turn around and jump straight up to grab the overhead bars.
Monkey swing above the freezing water all the way around to the end of the metal structure.
If you drop down too soon, Lara will slide into the pool. So either swing all the way to the end before letting go, or turn right at the last intersection, monkey swing forward a bit, and drop down onto the snow.
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